+76.1%
GAP vs TMF
-31.3%
+107.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.8% |
| 7D | -5.2% | -8.2% | +3.0% | -4.2% |
| 30D | -6.9% | +5.3% | -12.3% | -7.5% |
| 3M | +5.7% | -8.5% | +14.2% | +6.8% |
| 6M | +0.9% | -17.2% | +18.1% | +3.0% |
| YTD | -14.5% | -23.4% | +8.9% | -12.2% |
| 1Y | -12.1% | -30.2% | +18.1% | -8.9% |
| All | +76.1% | -31.3% | +107.4% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling